Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'489 CHF | 39'739 CHF | 99.39% | 99.39% |
19.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'048 CHF | 39'298 CHF | 99.31% | 99.31% |
18.11.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'246 CHF | 34'496 CHF | 99.27% | 99.27% |
15.11.2024 | 0.82% | 1.28 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'393 CHF | 30'643 CHF | 99.39% | 99.39% |
14.11.2024 | 0.85% | 1.11 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'248 CHF | 29'498 CHF | 99.39% | 99.39% |
13.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.39% | 99.39% |
12.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.08% | 99.08% |
11.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.31% | 99.31% |
08.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.38% | 99.38% |
07.11.2024 | 1.05% | 1.01 CHF | 1.02 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.27% | 99.27% |